+133.8%
VGT vs COMP
-31.2%
+165.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +1.3% | -13.3% | +14.6% | +3.1% |
| 3M | -1.1% | +41.1% | -42.3% | -6.2% |
| 6M | +32.6% | +17.2% | +15.5% | +27.8% |
| YTD | +29.0% | +5.2% | +23.8% | +25.5% |
| 1Y | +39.7% | +18.9% | +20.8% | +32.8% |
| 3Y | +120.9% | +215.9% | -95.0% | +73.6% |
| All | +133.8% | -31.2% | +165.0% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling